+32.1%
SOLS vs RBA
-15.3%
+47.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +2.1% | -12.3% | +14.4% | +4.3% |
| 3M | -24.1% | -20.5% | -3.6% | -21.3% |
| 6M | -15.0% | -18.5% | +3.6% | -12.6% |
| YTD | +31.6% | -18.2% | +49.8% | +22.1% |
| All | +32.1% | -15.3% | +47.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling